The purgill grabbed the ship containing both Thrawn and Ezra, then jumped through hyperspace to an unknown location.
The series finale ended on an epilogue that explained exactly what almost all of the characters ended up doing following the end of the war against the Empire.
As part of a secret plan to destroy the blockade over Lothal, Ezra asked Mart to send a broadcast through space that would draw the whale-like hyperspace-traveling purgill to the planet to take out the Imperial ships.